To install ClamAV:

Download the latest stable release of ClamAV from the following link: ClamAV
Install ClamAV. We strongly recommend changing the installation folder to C:\ClamAV
Download and copy the two following config files to the C:\ClamAV folder:

freshclam.conf

clamd.conf

Create a sub-folder named C:\ClamAV\tmp
Create a sub-folder named C:\ClamAV\db
Create a sub-folder named C:\ClamAV\log
Open a Command Prompt and CD to the C:\ClamAV folder
Run freshclam.exe
Once freshclam has downloaded and installed its databases, you are ready to enable ClamAV.

To enable the command line version of ClamAV in mxGuard:

Update the mxGuard.ini file setting the PathToEXE=C:\ClamAv\clamscan.exe

Be sure to schedule "freshclam.exe" to run at least once per day to ensure you have up to date signatures.